<p>The impact of cementitious materials in concrete on the damage to the “concrete-rock” interface under freeze–thaw (F–T) cycles is a significant factor, particularly on slope surfaces of open-pit mines in cold regions with varying inclined structures and seepage conditions. This study incorporates nuclear magnetic resonance (NMR) and scanning electron microscopy (SEM) techniques, along with a self-developed high-precision saturated shear testing device, to comprehensively examine the F–T damage and shear performance of the “concrete-rock” composite structure. Through the utilization of digital image correlation (DIC) speckle tracking and acoustic emission (AE) monitoring technologies, the study analyzes the shear stress transfer mechanism and evolution process in the interface zone of concrete and sandstone reinforced with fibers and microsilica. The experimental findings suggest that the interfacial transition zone (ITZ) of “concrete-rock” is notably more susceptible to F–T, emerging as the primary region of damage for the composite structure. The synergistic effect of fibers and microsilica enhances the resistance to freezing, seepage, and overall protection of shotcrete in high-altitude cold environments by utilizing physical reinforcement and chemical modification mechanisms. The increase in the interface angle from 0° to 45° significantly improves the initial strength and F–T durability of the “concrete-rock” interface, with the 45° angle showing the best performance. However, beyond 45° to 60°, although the interface strength initially rises, it decreases significantly after prolonged F–T cycles. Implementing chiseling treatment on smooth slope surfaces proves to be an effective method to boost interface bond strength. Nevertheless, the adjustment of surface roughness should follow moderation principles to prevent stress concentration and the formation of penetrating fractures in concrete and rock masses caused by excessive surface undulations during long-term F–T damage.</p>